+55.5%
MDT vs SW
+44.2%
+11.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.1% |
| 7D | -3.2% | -2.6% | -0.6% | -2.9% |
| 30D | +10.5% | +7.2% | +3.3% | +9.8% |
| 3M | +13.0% | -10.5% | +23.4% | +14.0% |
| 6M | +38.7% | +9.9% | +28.8% | +37.2% |
| YTD | +8.5% | +17.2% | -8.8% | +6.4% |
| 1Y | +10.0% | +26.5% | -16.5% | +7.1% |
| All | +55.5% | +44.2% | +11.4% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling